+112.7%
ADI vs REPL
-25.2%
+138.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.6% |
| 7D | +0.4% | -3.0% | +3.4% | +0.5% |
| 30D | -3.8% | +27.1% | -30.9% | -4.2% |
| 3M | -15.3% | +52.4% | -67.6% | -16.5% |
| 6M | +6.7% | +107.4% | -100.8% | +2.5% |
| YTD | +34.8% | +54.7% | -20.0% | +30.3% |
| 1Y | +49.0% | +158.9% | -109.8% | +40.6% |
| All | +112.7% | -25.2% | +138.0% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling